+91.6%
CVE vs CAI
-5.3%
+96.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -10.1% | -20.3% | +10.3% | -10.3% |
| 30D | -12.1% | -13.9% | +1.8% | -12.0% |
| 3M | -1.9% | +12.4% | -14.3% | -1.1% |
| 6M | -1.8% | +58.3% | -60.2% | -0.3% |
| YTD | +65.8% | -5.2% | +71.0% | +67.4% |
| 1Y | +60.8% | -0.2% | +61.0% | +62.5% |
| All | +91.6% | -5.3% | +96.9% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling